+901.5%
LITE vs AXP
+118.2%
+783.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.7% |
| 7D | -1.5% | -2.1% | +0.6% | -0.2% |
| 30D | +6.7% | -6.5% | +13.2% | +11.1% |
| 3M | -6.8% | +4.6% | -11.4% | -10.1% |
| 6M | +29.4% | +5.4% | +24.0% | +23.7% |
| YTD | +139.1% | -11.1% | +150.2% | +151.8% |
| 1Y | +521.0% | -0.3% | +521.3% | +501.0% |
| 3Y | +1,535.3% | +111.6% | +1,423.7% | +961.9% |
| All | +901.5% | +118.2% | +783.4% | +529.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling